I'm sure there are "coaches" doing psychotherapy along the way.

In fact, some of what you described earlier Myself, imo was exposure therapy.
There isn't much one can do about ppl attempting therapy without specific training and certification.
The main difference - and a very good one to remember, imo - is the main reason to use someone who is licensed is the generally accepted level of expertise and knowledge, and the oversight thereof. However, as long as a coach does not use a protected term (in the USA) they can do pretty much what they wish.
I do personally hope that it is soon governed and begin functioning within established parameters of licensure!